Tour v340
ON
ON SEMICONDUCTOR COR
$92.54 -1.27%
$92.90 (+0.39%)🌙
as of 07/15 06:57 PM
7/15 18:57

Option Volume

Detail
Current (07/15) 23,722
Calls: 13,559 (57%)
Puts: 10,163 (43%)
Prior (07/14) 10,422
Calls: 5,091 (49%)
Puts: 5,331 (51%)
Current vs Prior +127.61%
Calls: +166.33% (Calls)
Puts: +90.64% (Puts)
Prior 7-Day Total 158,515
Calls: 81,784 (52%)
Puts: 76,731 (48%)
Prior 7-Day Average 22,645
Calls: 11,683 (52%)
Puts: 10,961 (48%)
Current vs Prior 7-Day Avg +4.76%
Calls: +16.05%
Puts: -7.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $13.40M
Calls: $7.97M (60%)
Puts: $5.42M (40%)
Prior (07/14) $7.26M
Calls: $4.25M (59%)
Puts: $3.00M (41%)
Current vs Prior +84.62%
Calls: +87.47%
Puts: +80.58%
Prior 7-Day Total $83.16M
Calls: $50.69M (61%)
Puts: $32.47M (39%)
Prior 7-Day Average $11.88M
Calls: $7.24M (61%)
Puts: $4.64M (39%)
Current vs Prior 7-Day Avg +12.76%
Calls: +10.09%
Puts: +16.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.75
Prior (07/14) 1.05
Current vs Prior -28.42%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -26.37%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/15) 155,051
Calls: 78,659 (51%)
Puts: 76,392 (49%)
Prior (07/14) 162,533
Calls: 77,796 (48%)
Puts: 84,737 (52%)
Current vs Prior -4.60%
Prior 7-Day Total 1,188,728
Calls: 613,218 (52%)
Puts: 575,510 (48%)
Prior 7-Day Average 169,818
Calls: 87,602 (52%)
Puts: 82,215 (48%)
Current vs Prior 7-Day Avg -8.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 6.26% | 11.16%6.26% | 22.58%
Prior 7.24% | 12.99%7.24% | 23.91%
Current vs Prior -13.63% | -14.10%-13.63% | -5.54%
Prior 7-Day Avg 7.16% | 12.01%9.90% | 24.53%
Current vs 7-Day Avg -12.59% | -7.04%-36.78% | -7.92%
Prior 7-Day Eod 7.24% | 12.99%7.24% | 23.91%
Current vs 7-Day Eod -13.63% | -14.10%-13.63% | -5.54%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 66.67% | 32.84%
Calls: 43.75% | 29.63%
Puts: 89.60% | 36.04%
Prior 66.67% | 32.84%
Calls: 43.75% | 29.63%
Puts: 89.60% | 36.04%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 66.67% | 32.84%
Calls: 43.75% | 29.63%
Puts: 89.60% | 36.04%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Elevated premium activity with dollar volume up 85% vs prior. Unusually high activity with volume up 128% vs prior - elevated interest. P/C ratio dropping 28% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 13 of results (avg 7.1%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2111.5012.05$11.784.7%920.60346
$95.00Aug 219.209.70$9.455.3%1700.521.0K
$100.00Aug 217.207.70$7.456.7%1560.451.4K
$94.00Aug 148.959.65$9.307.5%260.5210
$91.00Aug 79.4010.20$9.808.2%20.5612
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 2117.2018.10$17.655.1%90.62113
$95.00Aug 2111.1511.75$11.455.2%3150.487.8K
$100.00Aug 2113.7514.75$14.257.0%210.55494
$80.00Aug 214.655.00$4.837.2%1.0K0.264.9K
$90.00Aug 218.459.15$8.808.0%280.403.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 73 found (avg delta 0.67, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 1716.4019.55$17.9817.5%271.00383
$80.00Jul 1711.5014.05$12.7820.0%50.93322
$79.00Jul 1711.9015.60$13.7526.9%110.9211
$82.00Jul 179.6012.05$10.8322.6%50.91--
$75.00Jul 3116.9520.50$18.7319.0%100.86--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Jul 1713.5517.25$15.4024.0%10.98--
$110.00Jul 1715.6019.20$17.4020.7%70.981.7K
$109.00Jul 1715.2017.85$16.5216.0%70.93--
$105.00Jul 1710.6514.25$12.4528.9%90.922.1K
$103.00Jul 179.2511.85$10.5524.6%10.9110

Most actively traded options today. High liquidity = easy entry/exit. 204 active (total vol 15.8K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 241.832.84$2.3443.2%2.5K0.31359
$97.00Jul 242.853.40$3.1317.6%2.2K0.3958
$110.00Jul 170.010.11$0.06166.7%2.2K0.026.9K
$107.00Jul 170.000.19$0.10190.0%2.2K0.032.2K
$95.00Jul 171.211.90$1.5644.2%4940.361.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 214.655.00$4.837.2%1.0K0.264.9K
$90.00Jul 171.181.75$1.4738.8%7360.333.5K
$95.00Aug 2111.1511.75$11.455.2%3150.487.8K
$85.00Jul 312.314.55$3.4365.3%2750.29314
$81.00Jul 311.692.83$2.2650.4%2050.21215

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 25.2%, max 72.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$111.00Jul 17Aug 7160.0%97.0%64.9%315
$82.00Jul 17Jul 31125.1%81.7%53.2%6--
$80.00Jul 17Aug 21131.0%90.8%44.2%12372
$104.00Jul 17Jul 24119.6%85.5%39.9%535
$105.00Jul 17Aug 28123.5%90.1%37.0%271.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$77.00Jul 17Jul 24172.5%100.2%72.2%2093
$76.00Jul 17Jul 24164.0%100.5%63.2%1756
$80.00Jul 17Aug 28131.0%90.0%45.5%404.2K
$81.00Jul 17Jul 31131.1%90.5%44.9%210313
$75.00Jul 17Aug 28134.2%93.3%43.9%1072.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 117 found (best R:R 15.67, avg 2.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$94.00$95.00Aug 14$0.12$0.88$0.127.33$94.12
$99.00$100.00Jul 24$0.13$0.87$0.136.69$99.13
$110.00$111.00Aug 7$0.14$0.86$0.146.14$110.14
$100.00$101.00Jul 17$0.15$0.85$0.155.67$100.15
$98.00$99.00Aug 14$0.15$0.85$0.155.67$98.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$84.00$82.00Jul 17$0.12$1.88$0.1215.67$83.88
$91.00$90.00Jul 24$0.10$0.90$0.109.00$90.90
$92.00$90.00Aug 14$0.20$1.80$0.209.00$91.80
$79.00$78.00Jul 17$0.11$0.89$0.118.09$78.89
$81.00$80.00Jul 24$0.11$0.89$0.118.09$80.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 12.33, avg 1.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$89.00$90.00Aug 28$0.85$0.85$0.155.67$89.85
$80.00$81.00Jul 24$0.82$0.82$0.184.56$80.82
$82.00$90.00Jul 17$6.55$6.55$1.454.52$88.55
$81.00$85.00Jul 24$3.18$3.18$0.823.88$84.18
$75.00$82.00Jul 31$5.45$5.45$1.553.52$80.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$102.00$100.00Jul 17$1.85$1.85$0.1512.33$100.15
$110.00$107.00Jul 24$2.70$2.70$0.309.00$107.30
$95.00$94.00Jul 31$0.90$0.90$0.109.00$94.10
$110.00$109.00Jul 17$0.88$0.88$0.127.33$109.12
$90.00$88.00Aug 14$1.72$1.72$0.286.14$88.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $1.78, cheapest $0.43)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 17Jul 24$0.64115.8%87.9%
$75.00Jul 17Jul 31$0.75134.2%103.2%
$107.00Jul 17Jul 24$0.89108.1%86.5%
$104.00Jul 17Jul 24$1.05119.6%85.5%
$105.00Jul 17Jul 24$1.05123.5%88.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$77.00Jul 17Jul 24$0.43172.5%100.2%
$76.00Jul 17Jul 24$0.44164.0%100.5%
$110.00Jul 17Jul 24$0.53115.8%87.9%
$75.00Jul 17Jul 24$0.64134.2%107.3%
$82.00Jul 17Jul 24$0.85125.1%86.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 5.55% of stock, avg 15.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Jul 17$2.32$2.82$5.14$87.86$98.145.55%
$92.00Jul 17$2.97$2.34$5.31$86.69$97.315.74%
$94.00Jul 17$1.99$3.40$5.39$88.61$99.395.82%
$95.00Jul 17$1.56$4.03$5.59$89.41$100.596.04%
$90.00Jul 17$4.28$1.47$5.75$84.25$95.756.21%
$100.00Jul 17$0.53$7.75$8.28$91.72$108.288.95%
$91.00Jul 24$5.82$3.88$9.70$81.30$100.7010.48%
$102.00Jul 17$0.33$9.60$9.93$92.07$111.9310.73%
$93.00Jul 24$4.83$5.10$9.93$83.07$102.9310.73%
$92.00Jul 24$5.23$4.72$9.95$82.05$101.9510.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 2.06% of stock, avg 11.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$97.00$88.00Jul 17$1.03$0.88$1.91$86.09$98.91
$96.00$88.00Jul 17$1.27$0.88$2.15$85.85$98.15
$97.00$89.00Jul 17$1.03$1.28$2.31$86.69$99.31
$95.00$88.00Jul 17$1.56$0.88$2.44$85.56$97.44
$97.00$90.00Jul 17$1.03$1.47$2.50$87.50$99.50
$96.00$89.00Jul 17$1.27$1.28$2.55$86.45$98.55
$96.00$90.00Jul 17$1.27$1.47$2.74$87.26$98.74
$95.00$89.00Jul 17$1.56$1.28$2.84$86.16$97.84
$94.00$88.00Jul 17$1.99$0.88$2.87$85.13$96.87
$97.00$91.00Jul 17$1.03$1.92$2.95$88.05$99.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 265 found (best R:R 15.67, avg credit $1.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
86/8792/94Jul 31$1.88$0.1215.67$85.12$93.88
85/8799/100Aug 14$1.88$0.1215.67$85.12$100.88
88/9098/99Aug 14$1.87$0.1314.38$88.13$99.87
75/8085/90Aug 21$4.62$0.3812.16$75.38$89.62
77/7981/85Jul 24$3.68$0.3211.50$75.32$84.68
88/9094/95Aug 14$1.84$0.1611.50$88.16$95.84
84/8592/94Jul 31$1.82$0.1810.11$83.18$93.82
84/8590/91Jul 24$0.90$0.109.00$84.10$90.90
85/8695/96Jul 24$0.90$0.109.00$85.10$95.90
92/9396/97Jul 31$0.90$0.109.00$92.10$96.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 52 found (best R:R 40.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Aug 7$0.12$4.8840.67
$100.00$105.00$110.00Jul 31$0.27$4.7317.52
$100.00$105.00$110.00Aug 21$0.27$4.7317.52
$90.00$95.00$100.00Aug 21$0.33$4.6714.15
$95.00$100.00$105.00Aug 21$0.33$4.6714.15
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$95.00$100.00Aug 21$0.15$4.8532.33
$91.00$92.00$93.00Jul 17$0.06$0.9415.67
$75.00$80.00$85.00Aug 21$0.32$4.6814.62
$97.00$98.00$99.00Jul 31$0.07$0.9313.29
$80.00$85.00$90.00Aug 21$0.43$4.5710.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 62 found (best net $-3.02, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$91.001:2Aug 7-$3.02$7.98
$95.00$105.001:2Aug 28-$3.38$6.62
$105.00$110.001:2Jul 31-$0.78$4.22
$100.00$105.001:2Jul 31-$1.42$3.58
$105.00$110.001:2Aug 7-$1.83$3.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Jul 17-$0.31$4.69
$80.00$75.001:2Jul 31-$0.64$4.36
$80.00$75.001:2Aug 14-$1.33$3.67
$85.00$80.001:2Aug 7-$1.63$3.37
$80.00$75.001:2Aug 7-$1.70$3.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 10.21%, avg 4.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$95.00Aug 28$9.450.532.7%10.21%12.87%21
$95.00Aug 21$9.200.522.7%9.94%12.60%1701.0K
$94.00Aug 28$9.200.541.6%9.94%11.52%11
$94.00Aug 14$8.950.521.6%9.67%11.25%2610
$93.00Aug 14$8.450.540.5%9.13%9.63%241
$94.00Aug 7$7.900.511.6%8.54%10.11%441
$95.00Aug 14$7.900.512.7%8.54%11.20%1016
$93.00Aug 7$7.550.530.5%8.16%8.66%438
$95.00Aug 7$7.500.502.7%8.10%10.76%13269
$97.00Aug 14$7.450.484.8%8.05%12.87%621

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 13,559
Total Puts 10,163
Put/Call Ratio 0.75
Net Difference 3,396

Prior's Put/Call Breakdown

Total Calls 5,091
Total Puts 5,331
Put/Call Ratio 1.05
Net Difference -240

Prior 7-Day Put/Call Summary

Total Calls 81,784
Total Puts 76,731
Average Put/Call Ratio 1.02
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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